Estimation And Inference In Functional Coefficient Spatial Autoregressive Panel Data Models With Fixed Effects PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Estimation And Inference In Functional Coefficient Spatial Autoregressive Panel Data Models With Fixed Effects PDF full book. Access full book title Estimation And Inference In Functional Coefficient Spatial Autoregressive Panel Data Models With Fixed Effects.
| Author | : Yiguo Sun |
| Publisher | : |
| Total Pages | : 40 |
| Release | : 2017 |
| Genre | : |
| ISBN | : |
Download Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects Book in PDF, ePub and Kindle
This paper develops an innovative way of estimating a functional-coefficient spatial autoregressive panel data model with unobserved individual effects which can accommodate (multiple) time-invariant regressors in the model with a large number of cross-sectional units and a fixed number of time periods. The methodology we propose removes unobserved fixed effects from the model by transforming the latter into a semiparametric additive model, the estimation of which however does not require the use of backfitting or marginal integration techniques. We derive the consistency and asymptotic normality results for the proposed kernel and sieve estimators. We also construct a consistent nonparametric test to test for spatial endogeneity in the data. A small Monte Carlo study shows that our proposed estimators and the test statistic exhibit good finite-sample performance.
| Author | : Lung-fei Lee |
| Publisher | : World Scientific |
| Total Pages | : 894 |
| Release | : 2023-10-16 |
| Genre | : Business & Economics |
| ISBN | : 9811270503 |
Download Spatial Econometrics: Spatial Autoregressive Models Book in PDF, ePub and Kindle
This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.
| Author | : Yves Croissant |
| Publisher | : John Wiley & Sons |
| Total Pages | : 328 |
| Release | : 2018-08-10 |
| Genre | : Mathematics |
| ISBN | : 1118949188 |
Download Panel Data Econometrics with R Book in PDF, ePub and Kindle
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
| Author | : Manfred M. Fischer |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 801 |
| Release | : 2009-12-24 |
| Genre | : Business & Economics |
| ISBN | : 3642036473 |
Download Handbook of Applied Spatial Analysis Book in PDF, ePub and Kindle
The Handbook is written for academics, researchers, practitioners and advanced graduate students. It has been designed to be read by those new or starting out in the field of spatial analysis as well as by those who are already familiar with the field. The chapters have been written in such a way that readers who are new to the field will gain important overview and insight. At the same time, those readers who are already practitioners in the field will gain through the advanced and/or updated tools and new materials and state-of-the-art developments included. This volume provides an accounting of the diversity of current and emergent approaches, not available elsewhere despite the many excellent journals and te- books that exist. Most of the chapters are original, some few are reprints from the Journal of Geographical Systems, Geographical Analysis, The Review of Regional Studies and Letters of Spatial and Resource Sciences. We let our contributors - velop, from their particular perspective and insights, their own strategies for m- ping the part of terrain for which they were responsible. As the chapters were submitted, we became the first consumers of the project we had initiated. We gained from depth, breadth and distinctiveness of our contributors’ insights and, in particular, the presence of links between them.
| Author | : Jorge Mateu |
| Publisher | : John Wiley & Sons |
| Total Pages | : 448 |
| Release | : 2021-11-16 |
| Genre | : Social Science |
| ISBN | : 1119387884 |
Download Geostatistical Functional Data Analysis Book in PDF, ePub and Kindle
Geostatistical Functional Data Analysis Explore the intersection between geostatistics and functional data analysis with this insightful new reference Geostatistical Functional Data Analysis presents a unified approach to modelling functional data when spatial and spatio-temporal correlations are present. The Editors link together the wide research areas of geostatistics and functional data analysis to provide the reader with a new area called geostatistical functional data analysis that will bring new insights and new open questions to researchers coming from both scientific fields. This book provides a complete and up-to-date account to deal with functional data that is spatially correlated, but also includes the most innovative developments in different open avenues in this field. Containing contributions from leading experts in the field, this practical guide provides readers with the necessary tools to employ and adapt classic statistical techniques to handle spatial regression. The book also includes: A thorough introduction to the spatial kriging methodology when working with functions A detailed exposition of more classical statistical techniques adapted to the functional case and extended to handle spatial correlations Practical discussions of ANOVA, regression, and clustering methods to explore spatial correlation in a collection of curves sampled in a region In-depth explorations of the similarities and differences between spatio-temporal data analysis and functional data analysis Aimed at mathematicians, statisticians, postgraduate students, and researchers involved in the analysis of functional and spatial data, Geostatistical Functional Data Analysis will also prove to be a powerful addition to the libraries of geoscientists, environmental scientists, and economists seeking insightful new knowledge and questions at the interface of geostatistics and functional data analysis.
| Author | : J. Paul Elhorst |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 125 |
| Release | : 2013-09-30 |
| Genre | : Business & Economics |
| ISBN | : 3642403409 |
Download Spatial Econometrics Book in PDF, ePub and Kindle
This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but also critically discusses the purposes for which these models can be used and how their results should be interpreted.
| Author | : James LeSage |
| Publisher | : CRC Press |
| Total Pages | : 362 |
| Release | : 2009-01-20 |
| Genre | : Business & Economics |
| ISBN | : 1420064258 |
Download Introduction to Spatial Econometrics Book in PDF, ePub and Kindle
Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observat
| Author | : Ahmed Sadek Yousuf |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2023 |
| Genre | : |
| ISBN | : |
Download Estimation of Count Data Models with Multiplicative Fixed Effects and Spatial Dependence Book in PDF, ePub and Kindle
This note looks at estimation of count models with multiplicative fixed effects and spatial dependence in the form of spatial lag autocorrelation. We show that in presence of significant proportion of zeros in the count variable, control function estimation to model such spatial dependence is biased and inconsistent and requires change to the `assumed' form of proxy for spatial autoregressive lag. We also present a Conditional Poisson Maximum Likelihood approach based on `reduced' form conditional mean that yields consistent estimates.
| Author | : Michael Binder |
| Publisher | : |
| Total Pages | : 80 |
| Release | : 2000 |
| Genre | : Autoregression (Statistics) |
| ISBN | : |
Download Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration Book in PDF, ePub and Kindle
| Author | : Feng Qu |
| Publisher | : World Scientific |
| Total Pages | : 167 |
| Release | : 2020-08-24 |
| Genre | : Business & Economics |
| ISBN | : 9811220794 |
Download Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes Book in PDF, ePub and Kindle
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
